-58.4%
CSGP vs ALK
+15.2%
-73.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -1.2% |
| 7D | +13.9% | +7.1% | +6.8% | +12.9% |
| 30D | +16.0% | -3.0% | +19.0% | +16.2% |
| 3M | +6.1% | -25.6% | +31.7% | +9.1% |
| 6M | -8.2% | +0.5% | -8.7% | -9.2% |
| YTD | -52.3% | -23.1% | -29.3% | -51.6% |
| 1Y | -54.5% | -7.5% | -47.0% | -55.4% |
| All | -58.4% | +15.2% | -73.6% | -62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ALK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling